Understanding Cryptocurrencies.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 181, doi. 10.1093/jjfinec/nbz033
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- Publication type:
- Article
Works matching IS 14798409 AND DT 2020 AND VI 18 AND IP 2
Results: 9
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Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 280, doi. 10.1093/jjfinec/nbz016
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- Publication type:
- Article
3
Unified Inference for an AR Process Regardless of Finite or Infinite Variance GARCH Errors.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 425, doi. 10.1093/jjfinec/nbz015
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- Publication type:
- Article
4
The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 395, doi. 10.1093/jjfinec/nbz014
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- Publication type:
- Article
5
Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 333, doi. 10.1093/jjfinec/nbz013
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- Publication type:
- Article
6
A GMM Skewness and Kurtosis Ratio Test for Higher Moment Dependence.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 307, doi. 10.1093/jjfinec/nbz011
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- Publication type:
- Article
7
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 233, doi. 10.1093/jjfinec/nby023
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- Publication type:
- Article
8
High-Frequency Jump Analysis of the Bitcoin Market.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 209, doi. 10.1093/jjfinec/nby013
- By:
- Publication type:
- Article
9
Pricing Cryptocurrency Options.
- Published in:
- Journal of Financial Econometrics, 2020, v. 18, n. 2, p. 250, doi. 10.1093/jjfinec/nbaa006
- By:
- Publication type:
- Article